+11,595.6%
STRL vs PNC
+4,049.2%
+7,546.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | +15.7% | +3.1% | +12.6% | +14.6% |
| 30D | -35.5% | +7.6% | -43.1% | -37.0% |
| 3M | -47.1% | -8.1% | -39.0% | -45.7% |
| 6M | -65.8% | +12.6% | -78.4% | -67.2% |
| YTD | -4.5% | +15.0% | -19.5% | -8.8% |
| 1Y | -10.5% | +30.4% | -40.9% | -18.0% |
| 3Y | +340.6% | +116.1% | +224.5% | +244.2% |
| 5Y | +911.0% | +37.5% | +873.6% | +801.8% |
| 10Y | +3,727.1% | +205.1% | +3,522.0% | +2,664.4% |
| All | +11,595.6% | +4,049.2% | +7,546.4% | +8,685.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling